Last Update: 10 Dec 2019 1:15 GMT+0

The Egypt 10Y Government Bond has a 14.431% yield.

10 Years vs 2 Years bond spread is -51.4 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities.

Central Bank Rate is 12.25% (last modification in November 2019).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 306.75 and implied probability of default is 5.11%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 33.4 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y -45 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y -51.4 bp Yield Curve is inverted in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 12.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 306.75 -1.05 % +1.07 % -12.68 % 5.11 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 16.297% -66.6 bp -139.5 bp
6 months 15.390% -111.8 bp -223.0 bp
9 months 15.143% -76.8 bp -238.7 bp
1 year 14.611% -56.3 bp -272.7 bp 87.25 +0.48 % +2.38 %
2 years 14.945% -7.0 bp -193.8 bp 75.69 +0.13 % +3.40 %
3 years 14.739% -10.8 bp -202.9 bp 66.20 +0.29 % +5.40 %
5 years 14.495% -19.0 bp -189.4 bp 50.82 +0.83 % +8.54 %
7 years 14.299% -37.7 bp -193.8 bp 39.24 +2.35 % +12.50 %
10 years 14.431% -19.1 bp -166.9 bp 25.98 +1.68 % +15.62 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 14.431% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 1473.6 bp -15.4 -158.1
Japan 10Y 1443.2 bp -25.0 -178.8
France 10Y 1442.3 bp -17.1 -154.3
Spain 10Y 1398.4 bp -25.0 -150.9
United Kingdom 10Y 1366.7 bp -16.5 -159.8
Australia 10Y 1330.7 bp +0.5 -131.1
Italy 10Y 1305.7 bp -28.8 -67.5
Canada 10Y 1284.2 bp -19.5 -174.1
United States 10Y 1261.0 bp -6.7 -134.5
China 10Y 1120.6 bp -12.1 -162.1
Russia 10Y 804.1 bp -17.1 -36.9
India 10Y 777.2 bp -29.6 -125.1
Brazil 10Y 768.0 bp -29.8 -32.0

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 14.431% 25.98 31.11 41.36 51.62 61.88 72.14
7 years 14.299% 39.24 43.49 51.99 60.48 68.98 77.48
5 years 14.495% 50.82 54.22 61.00 67.79 74.57 81.36
3 years 14.739% 66.20 68.49 73.08 77.67 82.25 86.84
2 years 14.945% 75.69 77.31 80.57 83.82 87.07 90.33
1 year 14.611% 87.25 88.12 89.87 91.61 93.36 95.10
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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